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Benson's algorithm : ウィキペディア英語版
Benson's algorithm

Benson's algorithm, named after Harold Benson, is a method for solving linear multi-objective optimization problems. This works by finding the "efficient extreme points in the outcome set". The primary concept in Benson's algorithm is to evaluate the upper image of the vector optimization problem by cutting planes.
== Idea of algorithm ==
Consider a vector linear program
:\min_C Px \; \text A x \geq b
for P \in \mathbb^, A \in \mathbb^, b \in \mathbb^m and a polyhedral convex ordering cone C having nonempty interior and containing no lines. The feasible set is S=\. In particular, Benson's algorithm finds the extreme points of the set P() + C, which is called upper image.〔
In case of C=\mathbb^q_+:=\, one obtains the special case of a multi-objective linear program (multiobjective optimization).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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